Neglecting their prior optimization procedure, [1]} considers
\(\mathbf {H}_{t+1}=\Sigma _\text{prior}^{-1}+J_{\theta }f^t_\cdot (\mathbf {x})^\top \Sigma _\text{data}^{-1}J_{\theta }f^t_\cdot (\mathbf {x}).\) 
